+26.7%
NEM vs WST
+53.0%
-26.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | -5.9% | +4.9% | -10.8% | -6.9% |
| 30D | -2.6% | +10.7% | -13.2% | -4.8% |
| 3M | -4.2% | +16.8% | -21.0% | -7.6% |
| 6M | -5.5% | +32.0% | -37.4% | -11.2% |
| YTD | +13.5% | +49.9% | -36.4% | +1.2% |
| All | +26.7% | +53.0% | -26.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling